On the Existence of Good Stationary Strategies
From MaRDI portal
Publication:5568945
DOI10.2307/1995023zbMath0176.50105OpenAlexW4212873064MaRDI QIDQ5568945
Publication date: 1969
Full work available at URL: https://doi.org/10.2307/1995023
Related Items (11)
Leavable Gambling Problems with Unbounded Utilities ⋮ On the Existence of Good Markov Strategies ⋮ Measurable, nonleavable gambling problems ⋮ Quantitative model-checking of controlled discrete-time Markov processes ⋮ Countably additive gambling and optimal stopping ⋮ A continuity question of Dubins and Savage ⋮ Utility Functions Which Ensure the Adequacy of Stationary Strategies ⋮ Optimal control of stationary Markov processes ⋮ Multiple objective nonatomic Markov decision processes with total reward criteria ⋮ On maximizing the average time at a goal ⋮ Stationary policies and Markov policies in Borel dynamic programming
This page was built for publication: On the Existence of Good Stationary Strategies